Approximation of discrete measures by finite point sets

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Publication:6169852




Abstract: For a probability measure mu on [0,1] without discrete component, the best possible order of approximation by a finite point set in terms of the star-discrepancy is frac12N as has been proven relatively recently. However, if mu contains a discrete component no non-trivial lower bound holds in general because it is straightforward to construct examples without any approximation error in this case. This might explain, why the approximation of discrete measures on [0,1] by finite point sets has so far not been completely covered in the existing literature. In this note, we close this gap by giving a complete description of the discrete case. Most importantly, we prove that for any discrete measure the best possible order of approximation is for infinitely many N bounded from below by frac1cN for some constant cgeq2 which depends on the measure. This implies, that for a finitely supported discrete measure on [0,1]d the known possible order of approximation frac1N is indeed the optimal one.









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